When roll-overs do not qualify as num\\'eraire: bond markets beyond short\n rate paradigmsIrene Klein, Josef Teichmann, Thorsten Schmidt|arXiv (Cornell University)|2013Cited by 2
Quantitative Halmos-Savage theorems and robust large financial marketsChrista Cuchiero, Thorsten Schmidt, Irene Klein et al.|arXiv (Cornell University)|2025Cited by 0